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ZKB Autocallable Reverse Convertible on worst of Cembra Money Bank AG / Roche Hldg G / SPS N
Cembra Money Bank AG/Roche Holding AG/Swiss Prime Site AG

ISIN: CH1214862638 Security: 121486263 Symbol: n.a. Life cycle
Secondary market

Bid Price 90.04%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 50'000.00

Volume n.a.

Date/time (realtime) 10.05.2024 03:30:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Cembra Money Bank N71.674.95CHF59.96 (80.00%)16.43%83.3889
Roche GS224.9306.40CHF245.12 (80.00%)-8.75%20.3982
Swiss Prime Site N85.580.00CHF64.00 (80.00%)25.23%78.125

Reference data

ISIN CH1214862638
Security 121486263
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)CMBN + 5.03%
Coupon paymentguaranteed
Interest portion p.a.CMBN
Premium portion p.a.5.026%
Coupon date30.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date23.11.2022
Payment day30.11.2022
First trading day30.11.2022
Last trading day24.11.2025
Final fixing day24.11.2025
Redemption date01.12.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term562
Issue amount50'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -26.44%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.32%
Cash value of fixed income investment upon issue96.15%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date01.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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